Source code for cvxpy.problems.objective

"""
Copyright 2013 Steven Diamond

Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at

    http://www.apache.org/licenses/LICENSE-2.0

Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
"""

import cvxpy.utilities as u
from cvxpy.error import DCPError
from cvxpy.expressions.expression import Expression
from cvxpy.interface.matrix_utilities import scalar_value
import cvxpy.lin_ops.lin_utils as lu


class Objective(u.Canonical):
    """An optimization objective.

    Parameters
    ----------
    expr : Expression
        The expression to act upon. Must be a scalar.

    Raises
    ------
    ValueError
        If expr is not a scalar.
    """

    def __init__(self, expr):
        self.args = [Expression.cast_to_const(expr)]
        # Validate that the objective resolves to a scalar.
        if not self.args[0].is_scalar():
            raise ValueError("The '%s' objective must resolve to a scalar."
                             % self.NAME)
        if not self.args[0].is_real():
            raise ValueError("The '%s' objective must be real valued."
                             % self.NAME)

    def __repr__(self):
        return "%s(%s)" % (self.__class__.__name__, repr(self.args[0]))

    def __str__(self):
        return ' '.join([self.NAME, self.args[0].name()])

    def __radd__(self, other):
        if other == 0:
            return self
        else:
            return NotImplemented

    def __sub__(self, other):
        if not isinstance(other, (Minimize, Maximize)):
            return NotImplemented
        # Objectives must opposites
        return self + (-other)

    def __rsub__(self, other):
        if other == 0:
            return -self
        else:
            return NotImplemented

    def __mul__(self, other):
        if not isinstance(other, (int, float)):
            return NotImplemented
        # If negative, reverse the direction of objective
        if (type(self) == Maximize) == (other < 0.0):
            return Minimize(self.args[0] * other)
        else:
            return Maximize(self.args[0] * other)

    __rmul__ = __mul__

    def __div__(self, other):
        if not isinstance(other, (int, float)):
            return NotImplemented
        return self * (1.0/other)

    __truediv__ = __div__

    @property
    def value(self):
        """The value of the objective expression.
        """
        v = self.args[0].value
        if v is None:
            return None
        else:
            return scalar_value(v)

    def is_quadratic(self):
        """Returns if the objective is a quadratic function.
        """
        return self.args[0].is_quadratic()

    def is_qpwa(self):
        """Returns if the objective is a quadratic of piecewise affine.
        """
        return self.args[0].is_qpwa()


[docs]class Minimize(Objective): """An optimization objective for minimization. Parameters ---------- expr : Expression The expression to minimize. Must be a scalar. Raises ------ ValueError If expr is not a scalar. """ NAME = "minimize" def __neg__(self): return Maximize(-self.args[0]) def __add__(self, other): if not isinstance(other, (Minimize, Maximize)): return NotImplemented # Objectives must both be Minimize. if type(other) is Minimize: return Minimize(self.args[0] + other.args[0]) else: raise DCPError("Problem does not follow DCP rules.") def canonicalize(self): """Pass on the target expression's objective and constraints. """ return self.args[0].canonical_form
[docs] def is_dcp(self): """The objective must be convex. """ return self.args[0].is_convex()
[docs] def is_dgp(self): """The objective must be log_log_convex. """ return self.args[0].is_log_log_convex()
@staticmethod def primal_to_result(result): """The value of the objective given the solver primal value. """ return result
[docs]class Maximize(Objective): """An optimization objective for maximization. Parameters ---------- expr : Expression The expression to maximize. Must be a scalar. Raises ------ ValueError If expr is not a scalar. """ NAME = "maximize" def __neg__(self): return Minimize(-self.args[0]) def __add__(self, other): if not isinstance(other, (Minimize, Maximize)): return NotImplemented # Objectives must both be Maximize. if type(other) is Maximize: return Maximize(self.args[0] + other.args[0]) else: raise Exception("Problem does not follow DCP rules.") def canonicalize(self): """Negates the target expression's objective. """ obj, constraints = self.args[0].canonical_form return (lu.neg_expr(obj), constraints)
[docs] def is_dcp(self): """The objective must be concave. """ return self.args[0].is_concave()
[docs] def is_dgp(self): """The objective must be log-log concave. """ return self.args[0].is_log_log_concave()
@staticmethod def primal_to_result(result): """The value of the objective given the solver primal value. """ return -result